Regularized estimation and testing for high-dimensional multi-block vector-autoregressive models (Q4637041)
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scientific article; zbMATH DE number 6860822
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| English | Regularized estimation and testing for high-dimensional multi-block vector-autoregressive models |
scientific article; zbMATH DE number 6860822 |
Statements
17 April 2018
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vector-autoregression
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stability
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block-coordinate descent
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consistency
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global testing.
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0.7259557843208313
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0.7196208238601685
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0.6999128460884094
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0.6970784068107605
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0.6961359977722168
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